EFTA Document EFTA01377144
From: Darlene Zong Sent: 10/14/2016 4:29:21 PM To: Richard Kahn CC: Stewart 0ldfield ; Daniel Sabba I I; Vahe Stepanian Subject: Bearish Russia FX plays (C) Classification: Confidential Hi Rich, As requested, please find below indicative levels on two iterations. Happy to discuss further on the strategy and refresh pricing, together with 9-month versions on Monday when Russia is open. Spot ref 63 6-month ATMF ref 65.6732 Indicative notional $10mm #1 — Seagull 6 months Sell
Summary
From: Darlene Zong Sent: 10/14/2016 4:29:21 PM To: Richard Kahn CC: Stewart 0ldfield ; Daniel Sabba I I; Vahe Stepanian Subject: Bearish Russia FX plays (C) Classification: Confidential Hi Rich, As requested, please find below indicative levels on two iterations. Happy to discuss further on the strategy and refresh pricing, together with 9-month versions on Monday when Russia is open. Spot ref 63 6-month ATMF ref 65.6732 Indicative notional $10mm #1 — Seagull 6 months Sell
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fax cell On Oct 14, 2016, at 2:57 PM, Darlene Zong MM.. wrote: Classification: Confidential Spreads are wide for Friday afternoon. Indicative levels below — Haze Trust • Bank of America 8.125% Pfd 12/29/2049 05/10/ Southern Financial LLC Frontier Communications 8.5% 4/15/2020 105.75 x 107.50 Best, Darlene From: Richard Kahn Sent: Friday, October 14, 2016 2:19 PM To: Vahe Stepanian Cc: Stewart Oilfield; Darlene Zong; Daniel Sabba Subject Re: [C] can you please refresh quote
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